Incorporating Stochastic Volatility Into the Heath, Jarrow, and Morton Term Structure Model
| Author | : Mitchell Craig Warachka |
| Publisher | : Ann Arbor, Mich. : University Microfilms International |
| Total Pages | : 318 |
| Release | : 2000 |
| ISBN-10 | : CORNELL:31924088981794 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Incorporating Stochastic Volatility Into the Heath, Jarrow, and Morton Term Structure Model by : Mitchell Craig Warachka
Download or read book Incorporating Stochastic Volatility Into the Heath, Jarrow, and Morton Term Structure Model written by Mitchell Craig Warachka and published by Ann Arbor, Mich. : University Microfilms International. This book was released on 2000 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt:
